Implied Volatilities from Strict Local Martingales
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Persons and affiliations
- Martin Keller-Ressel - , Chair of Stochastic Analysis and Financial Mathematics (OTT professorship) (Speaker)
Date
1 May 2015
Symposium
| Title | Mathematical Finance and Partial Differential Equations 2015 |
|---|---|
| Duration | 1 May 2015 |
| City | New Brunswick |
| Country | United States of America |